Monte-Carlo Simulation with MCS-libre HOWTO

D. E. Williams

• Contents
• Introduction
• Author
• Monte-Carlo Simulation
  • Uses of Monte-Carlo Simulation
  • Monte-Carlo Simulation with MCS-libre
  
  
• Getting MCS-libre
• Compiling and Linking with MCS-libre
• Sampling From Statistical Distributions
  • Sampling from a Normal Distribution
  • Sampling from a Uniform Distribution
  • Streams
  
  
• Collecting Statistics From Simulations
  • Declaring a Statistical Collection Object
  • Adding Values
  • Retrieving Statistical Information
  
  
• A Detailed Example Simulation
• Precision and Error
  • Precision
  • Operator Error
  
  
• Improvements to MCS-libre Planned
• About this document ...